Public defence in Mathematics and Statistics, M.Sc. (Tech) Nourhan Shafik

Title of the doctoral thesis: On complicated dependency structures

Doctoral student: Nourhan Shafik
Opponent: Associate Prof. Jukka Lempa, University of Turku, Finland
Custos: Associate Prof. Pauliina Ilmonen, Aalto University School of Science, Department of Mathematics and Systems Analysis

Thesis available for public display 10 days prior to the defence at: 
https://aaltodoc.aalto.fi/doc_public/eonly/riiputus/

Complicated dependency structures are difficult to model 

Today, we collect enormous amount of data that may involve complicated dependencies and interactions. At the same time, parts of the data may be missing or contaminated. In this dissertation, we consider dependency structures from different theoretical and applied perspectives. Firstly, we develop a new data driven method, based on Gaussian processes, to optimally predict missing data in the context of functional observations. Secondly, we analyze the rate of convergence of discretization of certain stochastic integrals involving Gaussian processes that possess non-trivial dependency structure. Finally, we analyze dependency structures in the context of applications by modelling cancer mortality and cost effectiveness of breast cancer screening under different screening policies. This dissertation gives new tools for the future statisticians and modelers.

Contact details:

Doctoral theses in the School of Science: https://aaltodoc.aalto.fi/handle/123456789/52